We demonstrate a Bayesian quantum game on an ion trap quantum computer with five qubits. The players share an entangled pair of qubits and perform rotations on their qubit as the strategy choice. Two five-qubit circuits are sufficient to run all 16 possible strategy choice sets in a game with four possible strategies. The data are then parsed into player types randomly in order to combine them classically into a Bayesian framework. We exhaustively compute the possible strategies of the game so that the experimental data can be used to solve for the Nash equilibria of the game directly. Then we compare the payoff at the Nash equilibria and location of phase-change-like transitions obtained from the experimental data to the theory, and study how it changes as a function of the amount of entanglement.